spec. financial-quality-jp-growth-fact-best-sharpecite ledger
qbuntu.ai/cite/financial-quality-jp-growth-fact-best-sharpeCC-BY-4.0
Best grid Sharpe ratio is 3.10 (p=0.08).
sharpe_ratio3.1 sharpe_ratiosupports verdict:rejected
Context
period 2025-01-06–2025-06-02; cost=5.0bps
Source strategy
rejectedequity· signal_frequency
Financial Quality Factor (JP Growth Stocks)
financial-quality-jp-growth
fact derives from run: r-financial-quality-jp-growth-0070
Cite this
qbuntu (2026). Best grid Sharpe ratio is 3.10 (p=0.08).. Strategy: Financial Quality Factor (JP Growth Stocks). https://qbuntu.ai/cite/financial-quality-jp-growth-fact-best-sharpe
data source: kabu STATION REST API + J-Quants daily bars
computed asof: 2026-09-24T21:54:27
fact_id: financial-quality-jp-growth-fact-best-sharpe (immutable)